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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~person:"Zakoïan, Jean-Michel"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Theory
Volatilität
Estimation theory
21
Schätztheorie
21
Theorie
14
ARCH model
8
ARCH-Modell
8
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Estimation
4
Schätzung
4
Heteroscedasticity
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Heteroskedastizität
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Risikomaß
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Risk measure
3
Time series analysis
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Zeitreihenanalyse
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1987-1993
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Autocorrelation
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Autokorrelation
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Börsenkurs
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France
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Frankreich
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Markov-Kette
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Share price
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Statistical distribution
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APARCH
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Asymmetric Student-t distribution
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Beta-t-GARCH
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Conditional Heteroskedasticity
1
Conditional heteroskedasticity
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Consistency
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LAN in time series
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Zakoïan, Jean-Michel
Härdle, Wolfgang
58
Pesaran, M. Hashem
32
Franses, Philip Hans
30
Phillips, Peter C. B.
28
Swanson, Norman R.
26
Gouriéroux, Christian
25
Imbens, Guido
24
Maravall Herrero, Agustín
23
Robert, Christian P.
21
Brännäs, Kurt
19
Kohn, Robert
19
Spokojnyj, Vladimir G.
19
Heckman, James J.
18
Kleibergen, Frank
18
McAleer, Michael
18
Stahlecker, Peter
18
Teräsvirta, Timo
17
Lucas, André
16
Angrist, Joshua D.
15
Giles, David E. A.
15
Sheather, Simon J.
15
Diebold, Francis X.
14
Koopman, Siem Jan
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Breitung, Jörg
12
Feng, Yuanhua
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Mammen, Enno
12
Monfort, Alain
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Dijk, Dick van
11
Dufour, Jean-Marie
11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
CORE discussion paper : DP
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Série des documents de travail
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ECONIS (ZBW)
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Non redundancy of high order moment conditions for efficient GMM estimation of weak ar processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001514932
Saved in:
3
A tour in the asymptotic theory of GARCH estimation
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755834
Saved in:
4
Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755835
Saved in:
5
Can one really estimate nonstationary GARCH models?
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755837
Saved in:
6
Estimating ARCH models when the coefficients are allowed to be equal to zero
Francq, Christian
;
Zakoïan, Jean-Michel
-
2008
Persistent link: https://www.econbiz.de/10003755838
Saved in:
7
Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
8
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000997344
Saved in:
9
Conditional heteroskedasticity driven by hidden Markov chains
Francq, Christian
;
Roussignol, Michel
;
Zakoïan, Jean-Michel
-
1998
Persistent link: https://www.econbiz.de/10000998050
Saved in:
10
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
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